Search Results - subject:"Nonparametric regression"

Nonparametric instrumental variables estimation of a quantile regression model

Horowitz, Joel; Lee, Sokbae - 2006

We consider nonparametric estimation of a regression function that is identified by requiring a specified quantile of the regression error conditional on an instrumental variable to be zero. The resulting estimating equation is a nonlinear integral equation of the first kind, which generates an...

Persistent link: https://www.econbiz.de/10010318575

Whose Money? Whose Time? A Nonparametric Approach to Modeling Time Spent on Housework

Gupta, Sanjiv; Ash, Michael - 2006

We argue that earlier quantitative research on the relationship between heterosexual partners’ earnings and time spent on housework has two basic flaws. First, it has focused on the effects of women’s shares of couples’ total earnings on their housework, and has not considered the simpler...

Persistent link: https://www.econbiz.de/10009467900

East Germany's wage gap: A non-parametric decomposition based on establishment characteristics

Görzig, Bernd; Gornig, Martin; Werwatz, Axel - 2006

East German wages have been below the West German wage level since unification. Moreover, the East-West wage gap implied by the contractual wages specified in collective wage agreements is drifting ever further apart from the wage gap in terms of effective wages. This paper looks at the role of...

Persistent link: https://www.econbiz.de/10010263641

A note on parametric and nonparametric regression in the presence of endogenous control variables

Frölich, Markus - 2006

This note argues that nonparametric regression not only relaxes functional form assumptions vis-a-vis parametric …

Persistent link: https://www.econbiz.de/10010268065

A simple test for the parametric form of the variance function in nonparametric regression

Dette, Holger; Hetzler, Benjamin - 2006

In this paper a new test for the parametric form of the variance function in the common nonparametric regression model …

Persistent link: https://www.econbiz.de/10010296717

A simple test for the parametric form of the variance function in nonparametric regression

Dette, Holger; Hetzler, Benjamin - 2006

In this paper a new test for the parametric form of the variance function in the common nonparametric regression model …

Persistent link: https://www.econbiz.de/10010296720

Testing strict monotonicity in nonparametric regression

Birke, Melanie; Dette, Holger - 2006

A new test for strict monotonicity of the regression function is proposed which is based on a composition of an estimate of the inverse of the regression function with a common regression estimate. This composition is equal to the identity if and only if the ?true? regression function is...

Persistent link: https://www.econbiz.de/10010296764

Central limit theorems for the integrated squared error of derivative estimators

Birke, Melanie - 2006

derivatives of a nonparametric regression function is proved by using results for martingale differences and U-statistics. The …

Persistent link: https://www.econbiz.de/10010296768

Nonparametric instrumental variables estimation of a quantile regression model

Horowitz, Joel; Sokbae 'Simon' Lee - Centre for Microdata Methods and Practice (CEMMAP) - 2006

variable, optimal rate, nonlinear integral equation, nonparametric regression The research of Joel L. Horowitz was …

Persistent link: https://www.econbiz.de/10005509561

Whose Money, Whose Time? A Nonparametric Approach to Modeling Time Spent on Housework

Ash, Michael A.; Gupta, Sanjiv - Department of Economics, University of Massachusetts-Amherst - 2006

Social Science Quarterly. Keywords: housework, household economics, nonparametric regression, bargaining, gender JEL …. Nonparametric regression averages observations of the outcome variable in the neighborhood of specified values of the explanatory … variables. Again, kernel nonparametric regression estimates weight and smooths the data so that the neighborhood includes and …

Persistent link: https://www.econbiz.de/10005533182